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Daily Futures Price Listing Wed May 25, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110525 1373.00 1387.00 1372.50 1377.00 +4.75 75,480 241,864 -4,093
Aug11 110525 1368.25 1382.25 1368.25 1373.00 +5.00 9,044 25,513 +1,211
Sep11 110525 1363.75 1373.75 1360.50 1367.00 +6.50 2,630 16,607 +192
Nov11 110525 1354.75 1367.00 1354.75 1361.00 +6.75 26,070 199,857 +1,272
Jan12 110525 1362.50 1374.00 1362.50 1369.75 +7.50 2,353 23,268 +311
Mar12 110525 1363.50 1375.00 1363.50 1370.00 +6.50 3,100 15,193 -135
May12 110525 1361.75 1367.50 1358.50 1362.00 +5.75 2,686 13,698 +619
Total Volume and Open Interest 123,104 552,953 -122
Soybean Meal(CBOT)
Jul11 110525 358.20 360.60 357.00 358.30 -0.90 33,763 93,436 -1,619
Aug11 110525 359.20 360.90 357.40 358.90 -0.70 6,589 33,283 -358
Sep11 110525 358.80 358.90 355.80 357.30 -0.60 2,581 18,478 +384
Oct11 110525 351.10 352.80 349.80 351.60 -0.60 1,346 16,508 -40
Dec11 110525 351.30 353.50 349.90 351.90 -0.70 7,146 48,676 +107
Jan12 110525 354.00 354.30 351.30 353.30 -0.90 475 4,303 +115
Mar12 110525 355.50 355.90 352.60 354.70 -1.10 319 3,808 +32
May12 110525 353.50 353.70 350.70 352.50 -1.10 521 4,012 +74
Total Volume and Open Interest 52,945 227,106 -1,317
Soybean Oil(CBOT)
Jul11 110525 57.48 58.19 57.33 57.96 +0.48 40,396 143,051 +354
Aug11 110525 57.74 58.46 57.63 58.23 +0.49 4,085 33,774 +581
Sep11 110525 57.95 58.73 57.95 58.52 +0.49 5,459 22,359 +728
Oct11 110525 58.22 58.90 58.12 58.72 +0.50 1,218 14,902 -174
Dec11 110525 58.59 59.30 58.50 59.11 +0.51 11,713 79,574 +1,348
Jan12 110525 58.73 59.42 58.73 59.24 +0.51 1,542 6,733 +472
Mar12 110525 59.20 59.53 59.20 59.34 +0.51 42 4,468 +6
May12 110525 59.12 59.47 59.12 59.32 +0.51 175 4,139 +40
Total Volume and Open Interest 64,771 311,678 +3,352
Canola(WCE)
Jul11 110525 581.0 587.9 581.0 583.5 +3.3 9,332 76,880 +228
Nov11 110525 586.0 591.8 585.0 586.5 +0.5 4,932 78,203 +106
Jan12 110525 597.0 598.1 593.2 593.4 +0.5 757 7,827 +181
Mar12 110525 597.9 600.6 596.5 596.5 +0.2 470 1,385 +80
May12 110525 600.9 605.5 599.0 600.7 -0.3 164 508 +81
Total Volume and Open Interest 15,723 167,066 +744
Corn(CBOT)
Jul11 110525 735.00 747.00 732.25 742.25 +9.00 152,056 583,364 -10,644
Sep11 110525 705.00 716.00 702.50 714.75 +9.75 26,719 177,751 +2,478
Dec11 110525 662.50 670.75 659.25 670.75 +8.25 67,332 451,993 +3,258
Mar12 110525 672.75 681.75 670.25 681.75 +9.00 5,238 78,246 +403
May12 110525 680.00 688.75 678.00 688.25 +8.50 1,225 17,101 -97
Jul12 110525 685.00 695.25 683.50 695.25 +9.75 2,319 41,775 +449
Total Volume and Open Interest 257,489 1,409,459 -4,109
Wheat(CBOT)
Jul11 110525 780.00 800.00 778.25 796.50 +16.75 61,542 216,221 -1,066
Sep11 110525 828.00 848.50 826.50 845.50 +17.00 16,165 70,075 +176
Dec11 110525 880.75 899.00 876.00 895.75 +17.00 15,400 97,620 +1,430
Mar12 110525 916.25 934.00 912.00 930.00 +15.25 1,867 21,546 +45
May12 110525 932.00 942.50 925.50 939.75 +14.25 1,093 7,849 +506
Total Volume and Open Interest 99,151 460,434 +2,001
Wheat(KCBT)
Jul11 110525 914.00 933.00 913.00 928.75 +16.75 13,296 82,531 -964
Sep11 110525 930.00 952.00 930.00 948.00 +17.25 6,178 36,033 +1,987
Dec11 110525 954.75 974.75 954.00 971.50 +18.00 2,551 42,091 -11
Mar12 110525 976.25 990.25 973.25 987.50 +18.00 305 6,077 +33
May12 110525 983.25 989.75 983.00 987.50 +16.50 47 849 +26
Total Volume and Open Interest 22,769 177,107 +1,298
Wheat(MGE)
Jul11 110525 991.25 1033.75 987.00 1020.00 +31.25 2,686 20,941 -209
Sep11 110525 976.00 1013.00 976.00 1004.75 +29.25 1,715 16,091 +92
Dec11 110525 984.75 1015.00 980.25 1008.75 +29.75 1,130 12,425 +145
Mar12 110525 984.00 1019.00 984.00 1011.75 +25.25 350 2,629 +27
May12 110525 996.50 1014.75 996.50 1014.25 +24.25 149 543 +54
Total Volume and Open Interest 6,281 55,848 +280
Oats(CBOT)
Jul11 110525 362.00 373.00 361.00 369.00 +9.00 901 8,299 -149
Sep11 110525 377.25 381.00 368.50 378.25 +9.75 378 610 +307
Dec11 110525 376.25 387.50 374.50 385.50 +11.00 123 3,570 +8
Mar12 110525 397.50 397.50 386.00 397.50 +11.50 2 23 +1
Total Volume and Open Interest 1,404 12,503 +167
Rough Rice(CBOT)
Jul11 110525 15.10 15.33 15.03 15.18 +0.05 549 15,001 -101
Sep11 110525 15.95 16.19 15.92 16.10 +0.07 184 5,085 +6
Nov11 110525 16.35 16.50 16.35 16.40 +0.07 32 1,751 +14
Jan12 110525 16.73 16.73 16.69 16.72 +0.10 0 254 +0
Total Volume and Open Interest 765 22,392 -81
Live Cattle(CME)
Jun11 110525 103.500 104.700 102.900 104.550 +2.165 20,225 60,179 -2,203
Aug11 110525 104.830 105.700 104.080 105.230 +1.330 25,208 133,617 -360
Oct11 110525 110.500 111.150 109.900 110.800 +1.120 11,430 76,814 -83
Dec11 110525 114.300 115.080 113.550 114.450 +1.000 6,695 48,958 +44
Feb12 110525 115.535 116.600 115.150 116.100 +1.020 3,093 13,285 +16
Apr12 110525 116.150 117.600 116.150 117.150 +1.115 821 6,779 +31
Total Volume and Open Interest 67,599 341,034 -2,512
Feeder Cattle(CME)
May11 110525 124.385 124.950 124.250 124.680 +0.730 558 2,384 -222
Aug11 110525 123.600 125.250 123.035 124.535 +1.750 2,380 22,568 +15
Sep11 110525 124.900 126.430 124.450 125.550 +1.320 253 5,201 +17
Oct11 110525 125.480 127.080 125.480 126.350 +1.370 160 4,520 +10
Nov11 110525 126.035 127.680 126.000 126.550 +1.165 85 1,679 -11
Jan12 110525 126.000 127.000 125.900 125.900 +1.400 36 525 -14
Mar12 110525 125.000 126.800 125.000 126.100 +1.100 0 41 +0
Total Volume and Open Interest 3,472 36,921 -205
Lean Hogs(CME)
Jun11 110525 87.200 88.950 87.000 88.300 +0.850 13,494 26,313 -2,632
Jul11 110525 86.750 88.180 86.750 87.400 +0.470 6,392 62,445 -5
Aug11 110525 88.800 89.930 88.700 89.300 +0.200 6,159 41,836 -144
Oct11 110525 82.930 84.050 82.930 83.785 +0.900 4,805 40,993 -1,058
Dec11 110525 80.950 81.900 80.750 81.800 +0.850 2,646 32,372 +402
Feb12 110525 83.035 83.450 82.430 83.385 +0.735 403 8,285 +35
Apr12 110525 84.135 84.480 83.850 84.480 +0.680 101 4,688 +34
May12 110525 88.800 88.800 88.800 88.800 +1.000 15 181 +12
Total Volume and Open Interest 34,053 219,472 -3,341
Class III Milk(CME)
May11 110525 16.46 16.49 16.45 16.49 +0.03 13 5,408 +21
Jun11 110525 17.98 18.40 17.90 18.32 +0.36 169 4,761 +6
Jul11 110525 18.95 19.08 18.88 18.99 -0.02 267 4,395 +56
Aug11 110525 18.85 19.00 18.81 18.90 +0.01 226 4,032 +80
Sep11 110525 18.69 18.75 18.55 18.67 +0.01 171 3,884 +76
Total Volume and Open Interest 1,214 34,730 +424
Cocoa(ICE)
Jul11 110525 2875 2986 2874 2962 +78 8,452 60,090 -714
Sep11 110525 2900 3000 2886 2978 +80 4,351 29,868 +450
Dec11 110525 2924 3022 2913 3004 +77 810 26,791 +223
Mar12 110525 2975 3065 2970 3060 +76 918 23,718 -5
May12 110525 3016 3056 3016 3056 +78 324 6,491 +141
Jul12 110525 3050 3050 3043 3050 +79 13 2,046 -3
Sep12 110525 3050 3050 3050 3050 +78 59 2,162 +0
Total Volume and Open Interest 14,972 154,537 +109
Coffee "C"(ICE)
Jul11 110525 261.40 269.45 259.00 264.85 +3.65 8,832 54,929 -379
Sep11 110525 264.25 272.40 262.00 267.90 +3.70 2,720 25,285 +152
Dec11 110525 267.75 276.00 266.75 271.60 +3.90 715 20,889 +30
Mar12 110525 269.75 278.00 269.75 273.65 +3.95 58 4,942 -2
May12 110525 271.15 277.00 271.15 274.60 +3.85 46 2,958 +5
Jul12 110525 268.95 275.25 268.95 272.75 +3.90 39 662 +18
Total Volume and Open Interest 12,487 111,412 -152
Orange Juice(ICE)
Jul11 110525 183.80 187.75 182.10 186.80 +4.05 883 26,744 +154
Sep11 110525 177.75 180.25 176.20 179.80 +2.40 271 4,970 +164
Nov11 110525 172.00 173.75 172.00 173.20 +0.90 111 1,840 +57
Jan12 110525 169.65 169.75 169.30 169.50 +0.50 32 276 +12
Mar12 110525 167.20 167.20 167.20 167.20 +0.50 0 122 +0
May12 110525 165.00 166.00 165.00 165.75 +0.75 0 45 +0
Total Volume and Open Interest 1,297 34,061 +387
Sugar #11(ICE)
Jul11 110525 22.08 22.89 21.82 22.64 +0.73 38,185 261,299 -3,344
Oct11 110525 21.79 22.50 21.60 22.30 +0.62 25,328 142,622 -3,523
Mar12 110525 22.14 22.65 22.05 22.52 +0.38 10,185 86,656 -1,280
May12 110525 21.91 22.28 21.81 22.24 +0.33 1,335 25,475 +149
Jul12 110525 21.81 22.18 21.68 22.15 +0.34 893 21,364 +211
Total Volume and Open Interest 77,071 582,103 -7,622
London Cocoa(LCE)
Jul11 110525 1790 1855 1783 1841 +50 7,674 73,615 +572
Sep11 110525 1819 1880 1810 1867 +48 3,602 32,289 -228
Dec11 110525 1848 1901 1837 1892 +45 1,774 31,218 +361
Mar12 110525 1872 1921 1864 1918 +45 1,247 35,528 +237
May12 110525 1883 1935 1883 1932 +45 226 9,948 +19
Jul12 110525 1942 1942 1942 1942 +45 35 4,257 +13
Sep12 110525 1902 1950 1902 1950 +45 66 3,175 +35
Total Volume and Open Interest 14,690 197,722 +1,062
London Sugar(LCE)
Aug11 110525 622.50 654.80 620.00 648.00 +24.90 2,926 23,772 -632
Oct11 110525 581.10 604.70 579.10 600.00 +17.50 1,012 9,199 +363
Dec11 110525 584.50 600.30 581.80 595.30 +13.80 220 4,193 +96
Mar12 110525 581.00 595.70 577.80 590.00 +11.30 129 2,520 +58
May12 110525 572.80 586.40 572.80 581.00 +9.10 31 1,451 +7
Total Volume and Open Interest 4,341 42,878 -87
Cotton(ICE)
Jul11 110525 153.88 159.67 153.65 156.03 +2.15 3,971 71,118 +160
Oct11 110525 139.90 144.10 138.92 144.10 +5.42 2 415 +1
Dec11 110525 125.50 131.59 124.25 131.35 +5.59 1,850 62,603 +102
Mar12 110525 116.88 122.23 116.09 122.05 +5.43 128 10,147 +68
May12 110525 112.85 117.70 112.85 116.98 +3.64 7 2,477 +2
Jul12 110525 110.00 113.35 110.00 113.35 +2.41 96 3,369 -7
Total Volume and Open Interest 6,170 152,629 +395
Lumber(CME)
Jul11 110525 222.0 231.5 219.6 231.5 +10.0 417 7,277 +83
Sep11 110525 245.2 252.0 241.9 249.0 +7.0 195 2,304 +57
Nov11 110525 247.0 253.5 247.0 251.1 +7.6 31 568 +12
Jan12 110525 269.6 270.0 269.6 269.8 +9.8 0 30 +0
Total Volume and Open Interest 643 10,182 +152
Crude Oil(NYM)
Jul11 110525 99.27 101.63 98.20 101.32 +1.73 296,828 411,611 -5,019
Aug11 110525 99.69 102.10 98.66 101.82 +1.76 50,132 90,352 +2,052
Sep11 110525 100.03 102.46 99.07 102.24 +1.76 36,052 96,868 +6,179
Oct11 110525 100.20 102.75 99.40 102.54 +1.75 12,993 46,872 -1,376
Nov11 110525 100.18 102.96 99.99 102.76 +1.74 8,263 37,283 +665
Dec11 110525 100.80 103.14 99.87 102.94 +1.73 37,698 193,734 -1,778
Jan12 110525 100.38 103.25 100.12 103.04 +1.74 3,746 40,003 -54
Feb12 110525 100.45 103.15 100.17 103.10 +1.76 2,767 22,672 -663
Mar12 110525 101.00 103.35 100.40 103.13 +1.78 3,354 28,557 -396
Apr12 110525 100.20 103.15 100.20 103.15 +1.80 1,717 16,270 +408
May12 110525 100.20 103.18 100.20 103.18 +1.83 1,760 17,105 +212
Jun12 110525 101.05 103.20 100.61 103.20 +1.85 7,328 78,330 +2,068
Jul12 110525 101.55 103.14 101.55 103.14 +1.89 1,026 22,586 +455
Aug12 110525 103.00 103.00 103.00 103.00 +1.91 134 14,819 +61
Sep12 110525 102.89 102.89 102.89 102.89 +1.94 330 13,841 -160
Oct12 110525 102.81 102.81 102.81 102.81 +1.97 312 8,458 -4
Total Volume and Open Interest 491,529 1,534,010 +7,182
e-miNY Crude Oil(NYM)
May11 110418 109.350 109.350 106.525 107.125 -2.525 7,448 2,501 -386
Jun11 110429 112.775 114.175 112.275 113.925 +1.075 11,912 3,616 +446
Jul11 110519 100.075 101.250 98.625 98.925 -1.625 2,805 1,468 +175
Aug11 110525 99.600 102.025 98.750 101.825 +1.775 282 545 +15
Sep11 110525 99.725 102.250 99.725 102.250 +1.775 72 218 +6
Oct11 110525 100.600 102.550 100.600 102.550 +1.750 0 41 +0
Nov11 110525 101.300 102.750 101.300 102.750 +1.725 0 20 +0
Dec11 110525 100.675 103.000 100.650 102.950 +1.750 22 336 +0
Jan12 110525 101.250 103.050 100.800 103.050 +1.750 0 6 +0
Feb12 110525 103.100 103.100 103.100 103.100 +1.750 0 7 +0
Total Volume and Open Interest 11,423 3,578 -58
Heating Oil(NYM)
Jun11 110525 290.87 298.62 288.46 298.03 +7.06 26,578 42,427 -5,202
Jul11 110525 291.37 299.77 289.52 299.23 +7.10 46,384 92,206 +3,567
Aug11 110525 292.25 300.91 291.13 300.56 +7.06 12,983 35,598 +1,028
Sep11 110525 293.93 302.31 292.74 302.23 +7.06 6,132 28,082 +579
Oct11 110525 295.16 303.87 295.16 303.80 +6.97 3,099 12,446 +0
Nov11 110525 297.96 305.38 296.98 305.38 +6.87 904 14,411 +14
Dec11 110525 298.67 307.37 298.67 306.88 +6.75 7,079 36,277 +705
Jan12 110525 303.57 308.38 303.57 308.38 +6.67 1,183 14,593 +272
Feb12 110525 304.87 308.86 304.87 308.72 +6.59 438 5,836 -103
Mar12 110525 303.17 307.87 303.17 307.87 +6.49 194 3,595 +52
Apr12 110525 305.77 305.77 305.77 305.77 +6.39 110 1,798 +56
May12 110525 303.87 303.87 303.87 303.87 +6.29 89 1,797 -62
Total Volume and Open Interest 106,712 316,011 +1,110
Gasoline(NYMEX)
Jun11 110525 297.50 302.94 294.39 301.62 +2.34 35,479 37,238 -4,586
Jul11 110525 294.55 299.81 291.60 298.67 +2.87 40,873 81,963 +2,318
Aug11 110525 290.60 296.56 289.53 296.13 +3.54 17,180 26,445 -931
Sep11 110525 288.56 293.98 286.21 293.59 +4.03 9,111 30,010 -171
Oct11 110525 274.69 281.00 274.55 280.79 +4.46 4,798 22,245 +102
Nov11 110525 273.10 278.45 271.54 278.33 +4.81 1,649 12,084 +413
Dec11 110525 271.72 277.36 270.52 277.25 +5.03 2,731 26,279 -20
Jan12 110525 273.70 277.77 273.70 277.77 +5.15 882 7,320 +293
Feb12 110525 278.26 279.36 278.26 279.36 +5.26 278 3,984 +162
Mar12 110525 279.31 281.03 279.23 281.03 +5.34 54 4,456 +21
Total Volume and Open Interest 113,370 271,018 -2,135
e-miNY RBOB Gasoline(NYM)
Jun11 110525 301.60 301.62 301.60 301.60 +2.30 0 1 -1
Jul11 110525 298.70 298.70 298.67 298.70 +2.90 0 2 +0
Aug11 110525 296.10 296.13 296.10 296.10 +3.50 0 1 +0
Sep11 110525 293.60 293.60 293.59 293.60 +4.00      
Total Volume and Open Interest 0 7 -1
Natural Gas(NYM)
Jun11 110525 4.334 4.385 4.316 4.379 +0.034 130,815 34,413 -15,625
Jul11 110525 4.391 4.434 4.363 4.423 +0.032 87,611 222,980 +2,355
Aug11 110525 4.417 4.476 4.411 4.469 +0.032 24,594 73,792 +1,415
Sep11 110525 4.452 4.500 4.437 4.496 +0.032 13,930 108,072 +1,830
Oct11 110525 4.500 4.544 4.485 4.538 +0.032 16,944 95,556 +612
Nov11 110525 4.668 4.699 4.661 4.695 +0.034 6,617 52,208 -100
Dec11 110525 4.866 4.910 4.850 4.907 +0.032 3,471 39,805 -89
Jan12 110525 4.976 5.025 4.976 5.022 +0.030 7,599 86,511 +165
Feb12 110525 5.001 5.013 4.980 5.010 +0.028 969 19,109 -60
Mar12 110525 4.941 4.950 4.920 4.948 +0.028 2,874 38,523 +522
Apr12 110525 4.795 4.809 4.780 4.807 +0.026 3,785 38,421 +388
May12 110525 4.810 4.828 4.804 4.825 +0.026 977 9,067 -345
Jun12 110525 4.821 4.865 4.821 4.864 +0.026 858 8,677 +314
Jul12 110525 4.905 4.909 4.890 4.909 +0.026 97 6,082 +25
Aug12 110525 4.924 4.938 4.915 4.937 +0.026 31 5,994 +1
Sep12 110525 4.921 4.948 4.921 4.947 +0.026 31 5,465 -1
Total Volume and Open Interest 302,925 927,174 -8,249
Brent Crude Oil(ICE)
Jul11 110525 112.00 115.07 111.14 114.93 +2.40 191,503 211,429 -17,310
Aug11 110525 111.62 114.63 110.81 114.55 +2.38 63,449 147,284 -5,984
Sep11 110525 111.19 114.17 110.45 114.11 +2.37 30,285 80,403 +962
Oct11 110525 110.80 113.81 110.19 113.72 +2.36 15,257 43,321 +2,406
Nov11 110525 110.51 113.47 109.91 113.40 +2.33 8,819 24,402 +117
Dec11 110525 110.25 113.24 109.65 113.14 +2.33 34,750 91,684 -1,467
Jan12 110525 109.86 112.97 109.47 112.93 +2.33 3,810 20,561 -872
Feb12 110525 109.51 112.71 109.48 112.71 +2.33 2,137 19,657 -135
Mar12 110525 109.16 112.49 109.16 112.49 +2.34 1,816 31,566 +343
Apr12 110525 112.27 112.27 112.24 112.24 +2.34 1,071 8,197 -52
May12 110525 111.97 111.97 111.97 111.97 +2.35 583 5,692 +299
Jun12 110525 109.20 111.71 109.00 111.71 +2.36 2,189 33,846 -72
Jul12 110525 111.42 111.42 111.42 111.42 +2.37 129 4,038 +22
Aug12 110525 111.12 111.12 111.12 111.12 +2.39 6 2,304 +0
Total Volume and Open Interest 371,456 849,863 -18,937
Gas Oil(ICE)
Jun11 110525 917.25 943.00 910.75 937.00 +17.75 40,630 116,850 -2,605
Jul11 110525 919.75 946.25 914.25 940.50 +17.75 49,559 94,667 +1,445
Aug11 110525 918.25 949.00 918.00 943.75 +17.50 16,194 52,615 +459
Sep11 110525 925.50 951.50 921.75 947.00 +17.25 8,008 49,827 +445
Oct11 110525 927.50 953.25 927.50 949.50 +17.00 3,704 30,964 +74
Nov11 110525 927.50 951.25 927.50 950.75 +17.00 2,347 22,319 -202
Dec11 110525 932.50 957.25 927.00 952.00 +16.75 12,162 56,962 +1,265
Jan12 110525 936.50 956.75 936.50 954.50 +16.50 1,015 24,104 -145
Feb12 110525 954.75 955.00 954.75 955.00 +16.25 752 6,988 -28
Mar12 110525 931.25 954.75 931.25 954.75 +16.25 620 6,535 +67
Total Volume and Open Interest 142,275 550,668 -1,872
Ethanol(CBOT)
May11 110504 2.620 2.628 2.595 2.621 +0.001 47 147 -144
Jun11 110525 2.625 2.638 2.614 2.632 +0.021 265 846 -131
Jul11 110525 2.625 2.640 2.621 2.635 +0.024 262 1,423 +132
Aug11 110525 2.622 2.636 2.622 2.635 +0.032 92 1,200 +28
Sep11 110525 2.585 2.593 2.575 2.590 +0.032 160 1,092 +28
Oct11 110525 2.472 2.483 2.470 2.482 +0.032 77 1,012 -2
Nov11 110525 2.396 2.418 2.393 2.402 +0.025 75 704 +15
Dec11 110525 2.380 2.389 2.376 2.386 +0.026 111 1,054 +55
Total Volume and Open Interest 1,165 8,512 +160
WTI Crude Oil(ICE
Jul11 110525 99.14 101.63 98.21 101.32 +1.73 76,270 100,088 +3,168
Aug11 110525 99.66 102.06 98.70 101.82 +1.76 20,719 39,181 -134
Sep11 110525 100.04 102.40 99.10 102.24 +1.76 15,671 37,846 -324
Oct11 110525 99.84 102.69 99.70 102.54 +1.75 4,663 17,571 -889
Nov11 110525 100.98 102.86 100.18 102.76 +1.74 3,110 15,362 -97
Dec11 110525 100.49 103.12 99.96 102.94 +1.73 17,420 81,889 -488
Jan12 110525 101.90 103.14 101.90 103.04 +1.74 1,044 11,691 -40
Feb12 110525 101.68 103.10 101.68 103.10 +1.76 647 3,597 -15
Mar12 110525 100.59 103.13 100.48 103.13 +1.78 802 11,951 -5
Apr12 110525 103.15 103.15 103.15 103.15 +1.80 1,543 4,053 -272
May12 110525 103.18 103.18 103.18 103.18 +1.83 441 2,320 +68
Jun12 110525 100.66 103.20 100.58 103.20 +1.85 2,136 26,277 +73
Jul12 110525 103.14 103.14 103.14 103.14 +1.89 20 1,853 +12
Aug12 110525 103.00 103.00 103.00 103.00 +1.91 0 891 +0
Sep12 110525 102.89 102.89 102.89 102.89 +1.94 0 4,296 +0
Oct12 110525 102.81 102.81 102.81 102.81 +1.97 0 506 +0
Total Volume and Open Interest 150,182 457,801 +392
US Dollar Index(ICE)
Jun11 110525 76.115 76.395 75.835 76.030 +0.007 38,742 60,406 +1,391
Sep11 110525 76.580 76.855 76.335 76.515 +0.003 525 1,467 +69
Dec11 110525 77.045 77.045 77.045 77.045 +0.002 0 2 +0
Total Volume and Open Interest 39,267 61,876 +1,460
Australian Dollar(CME)
Jun11 110525 105.32 105.35 104.14 104.98 -0.36 143,742 114,330 -2,224
Sep11 110525 103.77 104.02 102.89 103.66 -0.36 630 1,526 +102
Dec11 110525 102.00 102.79 102.00 102.44 -0.35 0 78 +0
Total Volume and Open Interest 144,372 115,936 -2,122
British Pound(CME)
Jun11 110525 161.81 162.91 161.29 162.74 +0.96 121,225 111,225 +4,974
Sep11 110525 161.54 162.70 161.21 162.54 +0.96 470 989 +102
Dec11 110525 162.32 162.32 161.35 162.32 +0.97 0 48 +0
Total Volume and Open Interest 121,696 112,270 +5,077
Canadian Dollar(CME)
Jun11 110525 102.33 102.58 101.82 102.29 +0.01 72,391 111,407 -225
Sep11 110525 102.08 102.33 101.58 102.05 +0.01 877 5,303 +207
Dec11 110525 101.56 102.02 101.56 101.81 unch 118 3,067 +60
Mar12 110525 101.72 101.72 101.51 101.51 unch 8 334 +7
Total Volume and Open Interest 73,394 120,415 +49
Japanese Yen(CME)
Jun11 110525 121.99 122.27 121.68 121.95 -0.15 103,259 96,003 -2,142
Sep11 110525 121.85 122.28 121.75 122.01 -0.15 860 3,394 +191
Dec11 110525 122.24 122.26 121.87 122.11 -0.15 0 220 +0
Total Volume and Open Interest 104,119 99,626 -1,951
Swiss Franc(CME)
Jun11 110525 113.66 114.84 113.46 114.60 +0.86 35,423 66,993 -1,769
Sep11 110525 113.75 114.91 113.60 114.69 +0.88 208 363 -30
Dec11 110525 114.77 114.77 113.89 114.77 +0.88 1 18 +0
Total Volume and Open Interest 35,632 67,376 -1,799
EuroFX(CME)
Jun11 110525 140.92 141.13 140.06 140.70 -0.33 412,595 260,136 -27
Sep11 110525 140.46 140.73 139.68 140.32 -0.31 2,955 4,658 +525
Dec11 110525 139.60 140.20 139.59 139.93 -0.27 21 171 +16
Total Volume and Open Interest 415,576 265,346 +514
Mexican Peso(CME)
Jun11 110525 853.5 855.8 850.5 854.5 +0.2 32,175 149,375 -2,864
Jul11 110525 853.2 853.2 852.8 853.2 +0.5      
Total Volume and Open Interest 32,347 149,782 -2,722
30-Year T-Bonds(CBOT)
Jun11 110520 124~280 124~280 124~160 124~270 +0~070      
Sep11 110525 124~000 124~130 123~210 123~250 -0~060 107,028 122,502 +60,313
Dec11 110525 122~100 122~160 122~100 122~100 -0~060 1 2 -1
Total Volume and Open Interest 503,520 784,027 +20,068
10-Year T-Notes(CBOT)
Jun11 110525 123~040 123~105 123~005 123~045 +0~020 1,258,662 1,690,921 -94,887
Sep11 110525 121~230 121~305 121~060 121~245 +0~020 269,982 268,958 +134,225
Dec11 110525 120~025 120~245 120~025 120~245 +0~020 7 9 +3
Total Volume and Open Interest 1,528,651 1,959,888 +39,341
5-Year T-Notes(CBOT)
Jun11 110520 119~063 119~063 119~062 119~062 +0~015      
Sep11 110525 118~055 118~078 118~052 118~070 +0~018 158,799 223,595 +73,386
Dec11 110525 117~094 117~094 117~076 117~094 +0~018      
Total Volume and Open Interest 823,346 1,570,426 -23,393
2 Year T-Notes(CBOT)
Jun11 110525 109~103 109~108 109~102 109~103 +0~001 343,250 969,505 -18,537
Sep11 110525 109~055 109~059 109~051 109~055 +0~003 100,143 153,519 +45,336
Dec11 110525 108~121 108~121 108~118 108~121 +0~003 0 20 +0
Total Volume and Open Interest 443,393 1,123,044 +26,799
Eurodollars(CME)
Jun11 110525 99.730 99.730 99.723 99.728 unch 163,592 907,963 -7,859
Sep11 110525 99.655 99.660 99.645 99.650 -0.005 259,650 1,315,280 -33,562
Dec11 110525 99.580 99.590 99.575 99.580 unch 199,049 1,552,768 -31,139
Mar12 110525 99.475 99.485 99.465 99.475 +0.005 183,759 1,684,584 -15,204
Jun12 110525 99.280 99.300 99.270 99.285 +0.010 199,105 1,455,939 -7,525
Sep12 110525 99.025 99.045 99.010 99.030 +0.015 164,163 772,192 +36
Dec12 110525 98.740 98.765 98.725 98.750 +0.020 142,917 563,834 +1,374
Mar13 110525 98.485 98.515 98.470 98.495 +0.025 119,909 389,205 -13,457
Jun13 110525 98.225 98.260 98.210 98.240 +0.030 84,220 247,788 -5,143
Sep13 110525 97.965 98.005 97.955 97.985 +0.030 65,136 239,763 -4,406
Dec13 110525 97.700 97.740 97.690 97.720 +0.030 38,375 185,141 -4,286
Mar14 110525 97.470 97.510 97.455 97.485 +0.030 34,932 173,536 -3,758
Jun14 110525 97.235 97.280 97.225 97.255 +0.030 10,826 102,735 -1,262
Sep14 110525 97.015 97.060 97.005 97.030 +0.025 10,259 59,495 -1,337
Dec14 110525 96.795 96.835 96.780 96.805 +0.025 8,303 68,482 -1,321
Mar15 110525 96.595 96.640 96.585 96.610 +0.020 6,441 48,519 -1,117
Jun15 110525 4.655 4.695 4.645 4.665 +0.015 6,056 42,444 -912
Sep15 110525 4.490 4.510 4.465 4.485 +0.010 5,946 38,306 -1,416
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
May11 110525 99.905 99.908 99.905 99.908 unch 3,959 74,628 -1,080
Jun11 110525 99.900 99.900 99.890 99.900 unch 2,857 59,930 -2,625
Jul11 110525 99.890 99.895 99.890 99.895 unch 689 51,927 +366
Aug11 110525 99.880 99.880 99.875 99.880 unch 2,421 50,526 -1,268
Sep11 110525 99.860 99.865 99.855 99.860 unch 6,325 43,172 +441
Oct11 110525 99.850 99.855 99.845 99.850 unch 3,757 51,662 +175
Total Volume and Open Interest 37,678 709,171 -1,638
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11 110525 99.673 99.673 99.673 99.673 unch 0 750 +0
Sep11 110525 99.670 99.670 99.670 99.670 unch      
Dec11 110525 99.673 99.673 99.673 99.673 unch 0 75 +0
Mar12 110525 99.660 99.660 99.660 99.660 unch      
Jun12 110525 99.670 99.670 99.670 99.670 unch      
Sep12 110525 99.600 99.600 99.600 99.600 unch      
Dec12 110525 99.560 99.560 99.560 99.560 unch      
Mar13 110525 99.560 99.560 99.560 99.560 unch      
Jun13 110525 99.515 99.515 99.515 99.515 unch      
Sep13 110525 99.375 99.375 99.375 99.375 unch      
Total Volume and Open Interest 0 825 +0
3-Mth Euro-Yen(SGX)
Jun11 110525 99.67 99.67 99.67 99.67 unch 0 6,003 +0
Sep11 110525 99.67 99.67 99.67 99.67 unch 0 1,466 +0
Dec11 110525 99.67 99.67 99.67 99.67 unch 0 1,957 +0
Mar12 110525 99.66 99.66 99.66 99.66 unch 0 3,877 +0
Jun12 110525 99.67 99.67 99.67 99.67 unch 0 1,254 +0
Sep12 110525 99.60 99.60 99.60 99.60 unch 0 411 +0
Dec12 110525 99.56 99.56 99.56 99.56 unch 0 24 +0
Mar13 110525 99.56 99.56 99.56 99.56 unch 0 1 +0
Total Volume and Open Interest 0 14,993 +0
Japanese Gov't Bonds(SGX)
Jun11 110520 140.52 140.90 140.45 140.85 +0.25 1,541 20,876 +512
Sep11 110525 140.57 140.76 140.57 140.65 +0.08 26 82 +25
Dec11 110525 138.56 138.56 138.56 138.56 +0.08      
Total Volume and Open Interest 1,788 21,624 +181
Euro-Bund(EUREX)
Jun11 110525 125.12 125.23 124.86 125.01 +0.28 939,449 974,664 -36,350
Sep11 110525 124.85 124.96 124.64 124.76 +0.29 15,805 34,998 +312
Dec11 110525 123.81 123.81 123.81 123.81 +0.28      
Total Volume and Open Interest 955,254 1,009,662 -36,038
Euro-Bobl(EUREX)
Jun11 110524 116.55 116.60 116.39 116.41 +0.43 489,315 819,859 +24,400
Sep11 110525 116.09 116.24 116.08 116.15 +0.28 18,805 64,814 +8,650
Dec11 110525 116.22 116.22 116.22 116.22 +0.26      
Total Volume and Open Interest 607,818 886,786 +6,399
3-Mth Euribor(EUREX)
Jun11 110525 98.500 98.520 98.500 98.520 +0.025 35 5,047 +2
Sep11 110525 98.240 98.275 98.240 98.275 +0.045 156 2,148 +146
Dec11 110525 98.100 98.110 98.100 98.110 +0.055 652 1,137 +12
Total Volume and Open Interest 851 11,137 +164
Long Gilt(LIFFE)
Jun11 110428 118~22 119~08 118~20 119~05 +0~25 128,847 372,773 +43,077
Sep11 110525 120~04 120~04 119~25 119~28 +0~07 52,086 46,974 +35,068
Total Volume and Open Interest 208,787 361,598 -19,837
3-Mth Short Sterling(LIFFE)
Jun11 110525 99.17 99.17 99.16 99.17 +0.01 27,014 446,204 +5,286
Sep11 110525 99.09 99.10 99.08 99.09 +0.01 62,136 451,910 +4,876
Dec11 110525 98.99 98.99 98.96 98.97 unch 66,932 451,130 -3,049
Mar12 110525 98.85 98.87 98.83 98.84 unch 86,888 411,776 +8,549
Jun12 110525 98.68 98.70 98.65 98.67 +0.01 81,053 323,444 -11,863
Sep12 110525 98.48 98.50 98.45 98.47 +0.02 66,202 228,454 +3,813
Total Volume and Open Interest 478,159 2,850,142 +10,262
3-Mth Euribor(LIFFE)
Jun11 110525 98.495 98.525 98.495 98.520 +0.025 107,547 683,498 +4,770
Sep11 110525 98.235 98.285 98.225 98.275 +0.045 183,002 580,698 -7,980
Dec11 110525 98.075 98.125 98.075 98.110 +0.055 170,694 589,049 -11,329
Total Volume and Open Interest 1,103,433 3,608,380 +14,585
3-Mth Aus T-Bills(SFE)
Jun11 110525 94.99 95.01 94.98 95.00 +0.01 30,641 147,808 -9,962
Sep11 110525 94.92 94.96 94.91 94.95 +0.02 57,095 233,011 +3,985
Dec11 110525 94.87 94.91 94.85 94.89 +0.02 21,593 147,725 +3,417
Mar12 110525 94.81 94.85 94.79 94.84 +0.03 7,514 84,756 -1,646
Jun12 110525 94.75 94.81 94.74 94.79 +0.03 1,961 53,737 +341
Sep12 110525 94.69 94.76 94.68 94.74 +0.03 2,456 52,532 +18
Dec12 110525 94.66 94.72 94.64 94.70 +0.03 1,713 28,025 +252
Mar13 110525 94.63 94.70 94.63 94.68 +0.03 203 19,699 +39
Jun13 110525 94.59 94.65 94.59 94.65 +0.04 70 1,969 +10
Sep13 110525 94.54 94.61 94.54 94.60 +0.04 36 1,142 +0
Total Volume and Open Interest 123,304 771,258 -3,546
10-Year Aus T-Bonds(SFE)
Jun11 110525 94.71 94.75 94.69 94.75 +0.03 43,837 410,351 -6,439
Sep11 110525 94.75 94.75 94.75 94.75 +0.03      
Total Volume and Open Interest 43,837 410,351 -6,439
3-Year Aus T-Bonds(SFE)
Jun11 110525 95.06 95.11 95.03 95.09 +0.02 198,541 736,025 +61,673
Sep11 110525 95.09 95.09 95.09 95.09 +0.02      
Total Volume and Open Interest 198,541 736,025 +41,196
Gold(CMX)
Jun11 110525 1526.2 1532.5 1521.3 1526.7 +3.4 191,248 201,599 -25,917
Aug11 110525 1526.3 1533.7 1522.5 1527.8 +3.5 53,398 165,734 +25,190
Oct11 110525 1526.6 1533.1 1524.2 1529.1 +3.4 719 8,076 +142
Dec11 110525 1533.1 1537.0 1526.6 1530.4 +3.4 6,305 65,034 +1,547
Feb12 110525 1533.0 1534.5 1530.2 1531.7 +3.6 1,113 7,140 -26
Apr12 110525 1533.2 1533.2 1532.4 1533.0 +3.6 273 5,311 +208
Jun12 110525 1532.6 1534.5 1532.6 1534.5 +3.6 523 12,106 +314
Aug12 110525 1536.5 1536.5 1536.5 1536.5 +3.6 0 4,070 +0
Oct12 110525 1538.7 1538.7 1538.7 1538.7 +3.4 0 3,489 +0
Dec12 110525 1542.2 1546.1 1539.2 1541.7 +3.5 69 12,300 +5
Feb13 110525 1545.0 1545.0 1545.0 1545.0 +3.4 50 255 +50
Total Volume and Open Interest 255,211 521,049 +2,303
Silver(CMX)
May11 110525 3665.0 3770.0 3665.0 3764.0 +151.9 41 204 -6
Jul11 110525 3664.0 3796.5 3623.0 3764.2 +151.4 41,533 62,423 -58
Sep11 110525 3660.0 3796.0 3637.0 3766.3 +151.5 905 9,629 -69
Dec11 110525 3665.0 3801.0 3644.0 3768.4 +151.7 1,491 23,916 -72
Mar12 110525 3656.0 3765.2 3635.5 3765.2 +151.9 79 3,570 +13
May12 110525 3723.0 3790.5 3723.0 3761.8 +152.0 8 1,017 +0
Jul12 110525 3629.5 3788.5 3625.5 3759.2 +152.8 90 1,704 -4
Total Volume and Open Interest 44,690 121,357 -138
Platinum(NYMEX)
Jul11 110525 1769.7 1787.0 1764.5 1779.8 +17.3 4,512 32,657 -315
Oct11 110525 1775.8 1789.5 1775.8 1783.1 +17.5 91 2,280 +66
Jan12 110525 1785.4 1785.4 1785.4 1785.4 +17.5 8 88 +8
Apr12 110525 1787.4 1787.4 1787.4 1787.4 +17.5 0 26 +0
Total Volume and Open Interest 4,611 35,056 -241
Palladium(NYMEX)
Jun11 110525 738.00 751.65 734.25 747.35 +12.10 4,940 9,967 -2,031
Sep11 110525 738.00 753.50 736.05 749.20 +12.10 3,124 9,333 +2,079
Dec11 110525 747.80 752.40 747.80 750.60 +12.15 0 480 +0
Total Volume and Open Interest 8,064 19,787 +48
Copper(CMX)
May11 110525 403.95 411.35 403.95 410.20 +8.95 237 692 -179
Jul11 110525 401.95 412.70 400.05 410.70 +9.40 43,087 66,712 -2,077
Sep11 110525 403.05 414.30 403.05 412.40 +9.30 4,578 26,821 +722
Dec11 110525 404.80 415.20 404.80 414.05 +9.10 1,630 14,499 +153
Mar12 110525 407.40 415.90 407.40 414.75 +8.85 529 4,879 +490
Total Volume and Open Interest 50,373 121,158 -885
DJIA Index(CBOT)
Jun11 110525 12309 12411 12235 12351 +24 483 24,443 -8
Sep11 110525 12213 12282 12213 12282 +24 3 20 +1
Dec11 110525 12211 12211 12187 12211 +24 0 7 +0
Mar12 110525 12151 12151 12127 12151 +24      
Total Volume and Open Interest 486 24,470 -7
S & P 500(CME)
Jun11 110525 1312.40 1324.20 1302.50 1316.60 +3.00 15,467 317,345 -223
Sep11 110525 1308.70 1317.20 1305.20 1311.20 +3.00 463 7,796 +299
Dec11 110525 1305.70 1311.70 1299.70 1305.70 +3.00 725 6,130 +429
Mar12 110525 1300.70 1306.70 1294.70 1300.70 +3.00      
Total Volume and Open Interest 16,655 331,276 +505
S & P 500 E-Mini(Globex)
Jun11 110520 1341.50 1344.00 1327.00 1327.75 -13.75      
Sep11 110525 1308.00 1318.50 1297.00 1311.25 +3.00 1,821 36,480 +123
Total Volume and Open Interest 2,056,118 2,793,481 +32,990
NASDAQ 100(CME)
Jun11 110525 2301.00 2321.50 2281.80 2309.50 +7.70 1,577 19,009 -433
Sep11 110525 2305.80 2305.80 2305.00 2305.80 +7.80 0 111 +0
Dec11 110525 2299.00 2302.30 2299.00 2302.30 +7.80 0 1 +0
Total Volume and Open Interest 1,577 19,121 -433
NASDAQ 100 E-Mini(Globex)
Jun11 110525 2300.80 2320.80 2281.00 2309.50 +7.70 247,592 345,884 -1,198
Sep11 110525 2294.30 2315.00 2282.00 2305.80 +7.80 248 1,471 -103
Total Volume and Open Interest 247,842 347,370 -1,300
S & P Midcap 400(CME)
Jun11 110525 973.00 977.00 963.00 972.60 +5.30 200 1,598 +0
Sep11 110525 970.10 970.10 969.80 970.10 +5.30      
Dec11 110525 968.50 968.50 968.20 968.50 +5.30      
Total Volume and Open Interest 200 1,598 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11 110520 9535 9535 9535 9535 -90      
Sep11 110525 9500 9515 9500 9515 unch 15 79 +9
Total Volume and Open Interest 10,213 47,720 -42
Nikkei 225(SGX)
Jun11 110525 9495 9535 9410 9420 -65 91,739 238,904 +4,973
Sep11 110525 9500 9500 9420 9425 -65 96 1,455 -11
Dec11 110525 9360 9360 9360 9360 -65 0 6,659 +0
Total Volume and Open Interest 92,366 251,674 +5,439
CAC 40(EURONEXT)
Jun11 110525 3853.0 3917.5 3847.5 3904.0 +11.0 141,021 382,368 +9,791
Jul11 110525 3859.5 3901.5 3850.0 3901.5 +11.0 48 53 +50
Aug11 110525 3902.5 3902.5 3902.5 3902.5 +11.0      
Total Volume and Open Interest 141,071 382,424 +9,843
Hang Seng Index(HKFE)
May11 110525 22591 22786 22465 22744 +42 77,273 82,223 +583
Jun11 110525 22494 22632 22316 22590 +39 4,544 13,453 +2,093
Total Volume and Open Interest 83,507 98,727 +3,422
DAX(EUREX)
Jun11 110525 7078.0 7207.5 7067.5 7180.5 +30.5 143,635 185,444 +1,477
Sep11 110525 7122.5 7230.0 7096.0 7203.0 +29.5 879 8,006 +333
Dec11 110525 7134.5 7245.0 7134.5 7233.0 +29.0 150 1,436 +80
Total Volume and Open Interest 144,664 194,886 +1,890
FT-SE 100(EURONEXT)
Jun11 110525 5804.50 5866.00 5787.50 5857.50 +22.00 117,689 619,089 -8,803
Sep11 110525 5773.00 5825.00 5761.00 5822.00 +22.00 70 4,892 -35
Dec11 110525 5768.00 5799.00 5768.00 5799.00 +22.00 0 274 +0
Total Volume and Open Interest 117,759 624,350 -8,838
SPI 200(SFE)
Jun11 110525 4638.0 4656.0 4582.0 4589.0 -41.0 46,215 182,109 +3,051
Sep11 110525 4620.0 4620.0 4572.0 4576.0 -42.0 28 3,813 +16
Dec11 110525 4605.0 4605.0 4598.0 4598.0 -41.0 128 2,623 +90
Total Volume and Open Interest 46,421 190,188 +3,207
GSCI(CME)
Jun11 110525 30.64 40.14 30.64 40.14 +11.50 181 10,658 -28
Jul11 110525 29.14 39.39 29.14 39.39 +12.25 2 0 +0
Aug11 110525 41.14 41.14 41.14 41.14 +13.00      
Total Volume and Open Interest 183 10,658 -28
Reuters CCI(ICE)
Jun11 110525 345.00 345.00 345.00 345.00 +4.80      
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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